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2 days ago e1a6ed1 feat/arima_likelihood pull_request

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[FEAT] Adds t, ged, normal-skewed and laplace distributions for fitting ARIMA
#1113
feat/arima_likelihood
2 days ago
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Suggested base runs:
38 total
test_efficiency[NaNModel]
action_files/test_efficiency.py
57.4 µs
test_efficiency[ADIDA]
action_files/test_efficiency.py
294.9 µs
test_efficiency[SimpleExponentialSmoothing]
action_files/test_efficiency.py
91.9 µs
test_efficiency[Naive]
action_files/test_efficiency.py
65.1 µs
test_efficiency[MFLES]
action_files/test_efficiency.py
7.9 ms
test_efficiency[AutoCES]
action_files/test_efficiency.py
3 ms
test_efficiency[IMAPA]
action_files/test_efficiency.py
338 µs
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py
138.3 µs
test_efficiency[AutoMFLES]
action_files/test_efficiency.py
132.7 ms
test_efficiency[ARIMA]
action_files/test_efficiency.py
3.9 ms
test_efficiency[Theta]
action_files/test_efficiency.py
4.8 ms
test_efficiency[AutoTBATS]
action_files/test_efficiency.py
8.6 s
test_efficiency[MSTL]
action_files/test_efficiency.py
1.1 s
test_efficiency[OptimizedTheta]
action_files/test_efficiency.py
5.4 ms
test_efficiency[AutoETS]
action_files/test_efficiency.py
410.2 ms
test_efficiency[ARCH]
action_files/test_efficiency.py
20.6 ms
test_efficiency[AutoARIMA]
action_files/test_efficiency.py
18 ms
test_efficiency[ZeroModel]
action_files/test_efficiency.py
58.2 µs
test_efficiency[WindowAverage]
action_files/test_efficiency.py
124.7 µs
test_efficiency[SeasonalExponentialSmoothingOptimized]
action_files/test_efficiency.py
481.4 µs
test_efficiency[RandomWalkWithDrift]
action_files/test_efficiency.py
94.6 µs
test_efficiency[GARCH]
action_files/test_efficiency.py
22.4 ms
test_efficiency[HoltWinters]
action_files/test_efficiency.py
280.7 ms
test_efficiency[SeasonalExponentialSmoothing]
action_files/test_efficiency.py
368.1 µs
test_efficiency[TBATS]
action_files/test_efficiency.py
209 ms
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